/market/symbols/{symbol}/all-options-trades?date={date}&min_time={min_time}&max_time={max_time}&root={root}&expiry={expiry}&strike={strike}&option_type={option_type}&exchange_id={exchange_id}&min_size={min_size}&max_size={max_size}&min_price={min_price}&max_price={max_price}&condition_id={condition_id}&order_by_time={order_by_time}&start_sequence_number={start_sequence_number}&limit={limit}
Delayed
https://sandbox.livevol.com/api/v1/delayed/market/symbols/AAPL/all-options-trades?date=2019-01-18&min_time=09:30:00.001&max_time=15:39:58.123&root=AAPL&expiry=2019-02-15&strike=160&option_type=C&exchange_id=5&min_size=5&max_size=1000&min_price=0.25&max_price=5&condition_id=0&order_by_time=ASC&start_sequence_number=0&limit=10
Name | Description | Type | Additional information |
---|---|---|---|
symbol |
Symbol of the company |
string |
Required |
date |
Trading date |
string |
Required Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
min_time |
First millisecond after midnight which will be included in the result (i.e. "09:30:00.001") (Eastern Standard Time) |
time interval |
Constraint: value should be less than or equal to max_time value Default value is: 09:30:00 Range: inclusive between 00:00:00.000 and 23:59:59.999 |
max_time |
Last millisecond after midnight which will be included in the result (i.e. "15:39:58.123") (Eastern Standard Time) |
time interval |
Constraint: value should be greater than or equal to min_time value Default value is: 16:15:00 Range: inclusive between 00:00:00.000 and 23:59:59.999 |
root |
Root |
string |
None. |
expiry |
Expiration date |
string |
Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
strike |
Strike |
decimal number |
Range: inclusive between 0 and 1.79769313486232E+308 |
option_type |
Option type |
string |
Allowed values are [ C, P ] |
exchange_id | byte |
None. |
|
min_size |
Min trade size value |
integer |
Constraint: value should be less than or equal to max_size value Default value is: 0 Range: inclusive between 0 and 2147483647 |
max_size |
Max trade size value |
integer |
Constraint: value should be greater than or equal to min_size value Default value is: 2147483647 Range: inclusive between 0 and 2147483647 |
min_price |
Min trade price value |
decimal number |
Constraint: value should be less than or equal to max_price value Default value is: 0 Range: inclusive between 0 and 1.79769313486232E+308 |
max_price |
Max trade price value |
decimal number |
Constraint: value should be greater than or equal to min_price value Default value is: 1.79769313486232E+308 Range: inclusive between 0 and 1.79769313486232E+308 |
condition_id | byte |
Range: inclusive between 0 and 255 |
|
order_by_time |
Sort order |
string |
Allowed values are [ ASC, DESC ] Default value is: ASC |
start_sequence_number |
Start sequence number |
integer |
Range: inclusive between 0 and 9.22337203685478E+18 |
limit |
Number of results to return |
integer |
Default value is: 1000 Range: inclusive between 10 and 10000 |
Collection of HistoricalOptionTrade
Name | Description | Type | Additional information |
---|---|---|---|
exchange_id | byte |
None. |
|
condition_id | byte |
None. |
|
underlying_bid |
Underlying bid |
decimal number |
Returns 0 if user is not subscribed to stock data. |
underlying_ask |
Underlying ask |
decimal number |
Returns 0 if user is not subscribed to stock data. |
sequence_number |
Sequence number |
integer |
None. |
root |
Root |
string |
None. |
expiry |
Expiration date |
string |
None. |
strike |
Strike |
decimal number |
None. |
option_type |
Option type |
string |
None. |
time |
Time (Eastern Standard Time) |
string |
None. |
nbbo_bid |
NBBO bid |
decimal number |
None. |
nbbo_ask |
NBBO ask |
decimal number |
None. |
size |
Size |
integer |
None. |
price |
Price |
decimal number |
None. |
flag |
Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message) |
integer |
None. |
exch_sequence_number |
Exchange sequence number |
integer |
None. |
trade_iv |
Trade implied volatility |
decimal number |
None. |
[ { "exchange_id": 3, "condition_id": 5, "underlying_bid": 299.5, "underlying_ask": 301.5, "sequence_number": 1000, "root": "CBOE", "expiry": "2016-06-01", "strike": 10.05, "option_type": "C", "time": "09:30:00.001", "nbbo_bid": 10.05, "nbbo_ask": 10.75, "size": 100, "price": 300.5, "flag": 3, "exch_sequence_number": 3333, "trade_iv": 10.05 }, { "exchange_id": 4, "condition_id": 6, "underlying_bid": 499.9, "underlying_ask": 501.9, "sequence_number": 10001, "root": "AAPL", "expiry": "2016-06-02", "strike": 10.95, "option_type": "P", "time": "15:39:58.123", "nbbo_bid": 10.55, "nbbo_ask": 10.95, "size": 2000, "price": 500.9, "flag": 4, "exch_sequence_number": 555555, "trade_iv": 10.55 } ]
<options_trades xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <trade> <exch_sequence_number>3333</exch_sequence_number> <expiry>2016-06-01</expiry> <flag>3</flag> <nbbo_ask>10.75</nbbo_ask> <nbbo_bid>10.05</nbbo_bid> <option_type>C</option_type> <price>300.5</price> <root>CBOE</root> <size>100</size> <strike>10.05</strike> <time>09:30:00.001</time> <trade_iv>10.05</trade_iv> <condition_id>5</condition_id> <exchange_id>3</exchange_id> <sequence_number>1000</sequence_number> <underlying_ask>301.5</underlying_ask> <underlying_bid>299.5</underlying_bid> </trade> <trade> <exch_sequence_number>555555</exch_sequence_number> <expiry>2016-06-02</expiry> <flag>4</flag> <nbbo_ask>10.95</nbbo_ask> <nbbo_bid>10.55</nbbo_bid> <option_type>P</option_type> <price>500.9</price> <root>AAPL</root> <size>2000</size> <strike>10.95</strike> <time>15:39:58.123</time> <trade_iv>10.55</trade_iv> <condition_id>6</condition_id> <exchange_id>4</exchange_id> <sequence_number>10001</sequence_number> <underlying_ask>501.9</underlying_ask> <underlying_bid>499.9</underlying_bid> </trade> </options_trades>